NYMEX Light Sweet Crude Oil Future October 2020
Trading Metrics calculated at close of trading on 21-Aug-2020 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2020 |
21-Aug-2020 |
Change |
Change % |
Previous Week |
Open |
42.95 |
42.75 |
-0.20 |
-0.5% |
42.45 |
High |
42.98 |
42.96 |
-0.02 |
0.0% |
43.29 |
Low |
41.63 |
41.46 |
-0.17 |
-0.4% |
41.46 |
Close |
42.82 |
42.34 |
-0.48 |
-1.1% |
42.34 |
Range |
1.35 |
1.50 |
0.15 |
11.1% |
1.83 |
ATR |
1.25 |
1.27 |
0.02 |
1.4% |
0.00 |
Volume |
377,070 |
345,368 |
-31,702 |
-8.4% |
1,505,628 |
|
Daily Pivots for day following 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
46.75 |
46.05 |
43.17 |
|
R3 |
45.25 |
44.55 |
42.75 |
|
R2 |
43.75 |
43.75 |
42.62 |
|
R1 |
43.05 |
43.05 |
42.48 |
42.65 |
PP |
42.25 |
42.25 |
42.25 |
42.06 |
S1 |
41.55 |
41.55 |
42.20 |
41.15 |
S2 |
40.75 |
40.75 |
42.07 |
|
S3 |
39.25 |
40.05 |
41.93 |
|
S4 |
37.75 |
38.55 |
41.52 |
|
|
Weekly Pivots for week ending 21-Aug-2020 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
47.85 |
46.93 |
43.35 |
|
R3 |
46.02 |
45.10 |
42.84 |
|
R2 |
44.19 |
44.19 |
42.68 |
|
R1 |
43.27 |
43.27 |
42.51 |
42.82 |
PP |
42.36 |
42.36 |
42.36 |
42.14 |
S1 |
41.44 |
41.44 |
42.17 |
40.99 |
S2 |
40.53 |
40.53 |
42.00 |
|
S3 |
38.70 |
39.61 |
41.84 |
|
S4 |
36.87 |
37.78 |
41.33 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
43.29 |
41.46 |
1.83 |
4.3% |
1.11 |
2.6% |
48% |
False |
True |
301,125 |
10 |
43.29 |
41.43 |
1.86 |
4.4% |
1.11 |
2.6% |
49% |
False |
False |
236,671 |
20 |
43.68 |
39.00 |
4.68 |
11.1% |
1.26 |
3.0% |
71% |
False |
False |
186,533 |
40 |
43.68 |
37.89 |
5.79 |
13.7% |
1.27 |
3.0% |
77% |
False |
False |
129,532 |
60 |
43.68 |
33.65 |
10.03 |
23.7% |
1.54 |
3.6% |
87% |
False |
False |
98,342 |
80 |
43.68 |
25.68 |
18.00 |
42.5% |
1.68 |
4.0% |
93% |
False |
False |
83,424 |
100 |
43.68 |
23.26 |
20.42 |
48.2% |
1.86 |
4.4% |
93% |
False |
False |
74,183 |
120 |
48.81 |
23.26 |
25.55 |
60.3% |
2.04 |
4.8% |
75% |
False |
False |
67,547 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
49.34 |
2.618 |
46.89 |
1.618 |
45.39 |
1.000 |
44.46 |
0.618 |
43.89 |
HIGH |
42.96 |
0.618 |
42.39 |
0.500 |
42.21 |
0.382 |
42.03 |
LOW |
41.46 |
0.618 |
40.53 |
1.000 |
39.96 |
1.618 |
39.03 |
2.618 |
37.53 |
4.250 |
35.09 |
|
|
Fisher Pivots for day following 21-Aug-2020 |
Pivot |
1 day |
3 day |
R1 |
42.30 |
42.34 |
PP |
42.25 |
42.34 |
S1 |
42.21 |
42.34 |
|